Page 1 of 1
Free sources of historical data
Posted: Thu May 24, 2012 2:06 am
Posted: Thu May 24, 2012 8:42 am
Dukascopy also has a historical feed with tick data going back to 2001 for fx rates.
Posted: Thu May 24, 2012 9:42 am
Posted: Thu May 24, 2012 4:22 pm
Posted: Thu May 31, 2012 12:39 pm
Thanks for the awesome list. Would you guys suggest exporting daily OHLC data from a Bloomberg Terminal and using that instead of external data providers such as CSI?
Posted: Sat Jun 02, 2012 7:50 am
I do that. The main point at the time of the decision was that I could get more data on things like first notice dates, etc... From Bloomberg, so I could setup my own rolling criteria. Or so I thought.
The other thing was that it was easier at the time to just use the Bloomberg Excel adding instead of dealing with separate text files.
Edit: the main issue with Bloomberg's continuous contract tool (which is very good) is that when you use relative rolling days it doesn't take into account business days but plain calendar days, and in some contracts that day difference can leave you rolling in a date with the wrong volume). That's why I did my own tool bur based on their data tool
Edit2: and btw, they have a cool way to change their tickers so you can precisely ask for a continuous contract rolled in any way you want directly from Excel without needing to change you terminal defaults. If you need that I can send you the how to.